New York, New York, United States
- Developed an agent-based limit order book (LOB) simulation to study endogenous flash crash dynamics arising from interacting autonomous AI agents - Modeled heterogeneous agents (market makers, liquidity takers, and noise traders) operating in a continuous double auction with price-time priority - Quantified market impact through spread dynamics, depth depletion, volatility clustering, and recovery time analysis (Mentored by Professor Agostino Capponi and Professor Mehmet Caner)